Feynman-Kac formulae

Autor*innen

• Pierre Del Moral

Parameter

• 566 Seiten
• 20 Lesestunden

• Naturwissenschaften
• Physik

Mehr zum Buch

This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods.

• Sprache: Deutsch
• Erscheinungsdatum: 2004
• Einband: Hardcover